MPC volatiliteit Marathon Petroleum Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.53.1%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.35.8%
HV6036.0%
IV − HV20 spreiding
+17.4pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
74
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dagen vastgelegd
Cboe delayed options data · per 03:40 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Impliciete beweging |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 53.1% | +0.4pt | ±12.5% |
| Dec 18, 2026 | 60 | 53.0% | +0.4pt | ±17.1% |
| Jan 15, 2027 | 88 | 51.5% | +0.1pt | ±20.1% |
| Mar 19, 2027 | 151 | 51.7% | +0.2pt | ±26.2% |
| Apr 16, 2027 | 179 | 50.3% | -0.3pt | ±27.7% |
| Jun 17, 2027 | 241 | 51.0% | +0.9pt | ±32.5% |
| Sep 17, 2027 | 333 | 50.5% | — | ±37.5% |
| Jan 21, 2028 | 459 | 49.7% | — | ±43.0% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20